The quote is from JA's History of England (http://www.pemberley.com/janeinfo/juviscrp.html) and I have to say I feel that way about Hamlet, but I'd like to hear why it appeals to so many readers, and then perhaps I'll give it another try! Why do you like, or love, the play, if you do?

BTW, I could only find one reference to the play in the edition of JA's letters at RoP:

Our first object to-day was Henrietta St., to consult with Henry in consequence of a very unlucky change of the play for this very night -- "Hamlet" instead of "King John" -- and we are to go on Monday to "Macbeth" instead; but it is a disappointment to us both.